According to an ancient belief, the festival Bhagoria takes its name from the most popular and worshipped deities of India Lord Shiva that is Bhav and goddess Parvati that is Gauri. There are countless myths and stories about how this festival or Haat started, the most common one is that the King of the state of Bhagore near jabua breached the trust of the neighboring king and so the latter attacked and conquered Bhagore as a gift to his soldiers the victorious King announced, that the soldiers of his army could take away the woman they desired from bhagore. As a result of which many women were kidnapped from the market place (Haat).
The civilians followed the footstep of the soldiers and hence started the Bhagoria Haat and it became an integral part of the bheel culture. The bheels are mainly situated in the Jabua district of Madhya Pradesh. They have increased their territory in search of work and carried Bhagoria with them and spread it to the other parts of the state which includes Dhar, Khargaon, Ali Rajpur and other provinces.